Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions

Several matrix variate hypergeometric type distributions are derived. The compound distributions of left-spherical matrix variate elliptical distributions and inverted hypergeometric type distributions with matrix arguments are then proposed. The scale mixture of left-spherical matrix variate elliptical distributions and univariate inverted hypergeometric type distributions is also derived as a particular case of the compound distribution approach.

MoreLess

Year of publication:	2011
Authors:	Díaz-García, José A. ; Gutiérrez-Jáimez, Ramón
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 102.2011, 1, p. 143-152
Publisher:	Elsevier
Keywords:	Matricvariate Matrix variate Scale mixture Compound distribution Elliptical distribution Matrix variate hypergeometric distributions Matrix variate inverted hypergeometric distributions Zonal polynomials

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008861609